Basel Committee on Banking Supervision (BCBS)
Basel Committee proposes scrapping VAR
Review recommends switch to expected shortfall, postpones CVA charge overhaul, and retains split between banking and trading books
Different preferences create divided implementation of Basel III
A matter of taste
Bail-in regimes will reduce demand for bank debt - Risk.net poll
Over three-quarters of poll respondents believe new resolution plans will hurt market for bank bonds - at a time when issuance needs to increase
BoE's Tucker: FPC capital powers 'won't be popular'
Attendees at ACT conference raise concerns about increased lending costs after Bank of England’s Tucker argues for powers to raise sectoral capital levels
CPSS-Iosco lifts cloud on forex options clearing
CCPs do not have to guarantee settlement, CPSS-Iosco rules - but issue could still have some way to run
New regulations could cause $7 trillion "collateral shock"
Trio of rules - on liquidity, clearing and margin for uncleared trades - will hoover up vast amounts of collateral, market participants fear
Regulatory differences could be behind RWA inconsistency, report suggests
Initial findings of a review led by the European Banking Federation suggests differences in regulatory regimes could be behind a divergence in RWA numbers
US dealers breathe easier as global uncleared margin rules take shape
The extraterritorial scope of US margin rules would have left US banks’ overseas swaps business in tatters, but an international working group looks set to deliver a reprieve by endorsing similar rules
Bank capital
In depth: bank capital introduction
Credible capital: regulators prepare to tackle RWA divergence
Credible capital
A regulatory Catch-22: bail-in plans collide with Basel's NSFR
The funding squeeze
SIG to keep an open mind on RWA probe, says Himino
The Basel Committee’s standards implementation group has begun an investigation into RWA consistency, but chair Ryozo Himino says there might be good reasons for discrepancies
Basel 2.5 caused €200 billion jump in RWAs
European banks saw their RWAs leap at the turn of the year, as new trading book rules collided with the EBA's call to achieve a 9% capital minimum
Basel III commitment in question, says ex-committee member
The ongoing crisis in Europe is casting doubt over Basel III framework, says a former Basel Committee member
Risk Annual Summit: CVA rethink needed, says HSBC risk specialist
Market risk hedges should be recognised when calculating CVA capital charge, says HSBC market risk modelling head
Risk Annual Summit: Loan and bond markets will suffer under Basel III, say panellists
Supervisors should embrace new form of securitisation to encourage bank lending, argues Ernst & Young’s Patricia Jackson
Cutting operational risk capital through insurance
Using insurance can produce significant capital savings - but some legal problems remain
Managing operational risk at commodity trading firms
Managing operational risk
South African banks will struggle with CCP default fund requirements, say participants
Default fund contributions will be too onerous for South African banks, say conference participants
Banks tout break clauses as capital mitigant
Breaking with tradition
Adapting banking supervision for a crisis scenario
Rethinking banking supervision
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
South African banks push for central bank liquidity facility to help LCR compliance
A central bank liquidity facility is a possible solution to the shortage of liquid assets, says a Banking Association South Africa speaker at Risk and Return 2012 in Cape Town